-28.0%
MOD vs AMCR
+9.1%
-37.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +16.1% | -4.5% | +20.5% | +16.7% |
| 30D | -38.5% | +4.9% | -43.4% | -39.9% |
| 3M | -46.8% | -4.6% | -42.2% | -46.6% |
| 6M | -61.6% | +15.2% | -76.8% | -64.7% |
| YTD | -20.5% | +9.7% | -30.3% | -25.4% |
| 1Y | -28.0% | +10.5% | -38.5% | -32.0% |
| All | -28.0% | +9.1% | -37.1% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling